I've dealt with this problem before and completely forgot about it until a couple days ago... When it came up again :-)
The problem has to do with secure and un-secure elements on a page. If you create an iframe without a "src" attribute, and you are on a secure site, Internet Explorer will throw a security error. Obviously, this is not what we want to see; especially when the client is a huge insurance company. The solution, clearly, is to simply provide a "src" attribute"..
<iframe id="select_box_hider" ></iframe>
Why would you create an iframe without an src? Good question. The reason is to hide <select> elements in IE6 when a floating <div> is over them. The user will never even see the iframe, so I figured I could skip the "src" part. You need the iframe because IE6 behavior is that a <select> is always on top of everything, regardless of assigned z-index attributes. The solution is to create an iframe (which, for some reason, is the only element I know of that a <select> does not show through) and position it at the same coordinates as the floating <div> with a lower z-index of the <div>. But I digress...
Other popular browsers (see Safari, Firefox) and even IE7 have no problems with the src-less iframe. My solution was to create a blank page that lives on the same server as the secure site and provide an absolute "src" attribute on the iframe...
<iframe id="select_box_hider" src="/path/to/file.php"></iframe>
A pretty simple, albeit, stupid and unneeded solution to a very annoying problem. I hope this helps someone.